+1,351.8%
QLD vs STLA
+18.3%
+1,333.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.7% |
| 7D | -10.3% | -4.5% | -5.7% | -8.0% |
| 30D | -26.1% | -3.9% | -22.2% | -25.0% |
| 3M | -17.8% | -20.2% | +2.4% | -9.1% |
| 6M | -15.6% | -42.2% | +26.6% | +10.2% |
| YTD | +5.4% | -59.3% | +64.7% | +59.2% |
| 1Y | +5.2% | -56.1% | +61.3% | +51.0% |
| 3Y | +139.4% | -73.7% | +213.1% | +328.6% |
| 5Y | +66.7% | -70.3% | +137.0% | +172.0% |
| All | +1,351.8% | +18.3% | +1,333.5% | +1,431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling